Package: MCMC4Extremes 1.1

Fernando Ferraz do Nascimento

MCMC4Extremes: Posterior Distribution of Extreme Value Models in R

Provides some function to perform posterior estimation for some distribution, with emphasis to extreme value distributions. It contains some extreme datasets, and functions that perform the runs of posterior points of the GPD and GEV distribution. The package calculate some important extreme measures like return level for each t periods of time, and some plots as the predictive distribution, and return level plots.

Authors:Fernando Ferraz do Nascimento [aut, cre], Wyara Vanesa Moura e Silva [aut, ctb]

MCMC4Extremes_1.1.tar.gz
MCMC4Extremes_1.1.tar.gz(r-4.5-noble)MCMC4Extremes_1.1.tar.gz(r-4.4-noble)
MCMC4Extremes_1.1.tgz(r-4.4-emscripten)MCMC4Extremes_1.1.tgz(r-4.3-emscripten)
MCMC4Extremes.pdf |MCMC4Extremes.html
MCMC4Extremes/json (API)

# Install 'MCMC4Extremes' in R:
install.packages('MCMC4Extremes', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • barcelos - 30-day maxima rainfall at Barcelos Station
  • fajardo - 15-day maxima river food at Fajardo River
  • gurgueia - Daily river quota of Gurgueia River.
  • ibovespa - Daily returns of ibovespa

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.30 score 20 scripts 196 downloads 19 exports 1 dependencies

Last updated 8 years agofrom:f4ac4f621d. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 02 2024
R-4.5-linuxOKNov 02 2024

Exports:dggevgammapgevpggevpgpdpgumbelpnormalppggevplot.gevpplot.ggevpplot.gpdpplot.gumbelpplot.normalpqggevrggevsummary.gevpsummary.ggevpsummary.gpdpsummary.gumbelp

Dependencies:evir